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The book treats free probability theory, which has been extensively developed since the early 1980s. The emphasis is put on entropy and the random matrix model
Free Probability and Random Matrices
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This volume opens the world of free probability to a wide variety of readers. From its roots in the theory of operator algebras, free probability has intertwine
Random Matrices and Iterated Random Functions
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​Random Matrices are one of the major research areas in modern probability theory, due to their prominence in many different fields such as nuclear physics, s
Conditional Measures and Applications
Language: en
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Authors: M.M. Rao
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Type: BOOK - Published: 2005-05-25 - Publisher: CRC Press

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In response to unanswered difficulties in the generalized case of conditional expectation and to treat the topic in a well-deservedly thorough manner, M.M. Rao
Patterned Random Matrices
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Authors: Arup Bose
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Large dimensional random matrices (LDRM) with specific patterns arise in econometrics, computer science, mathematics, physics, and statistics. This book provide